Grand strategy games are an emerging sub-genre of strategy games that typically encompass long periods of history (or, if sci-fi, time), and involve many intricate layers that players need to contend with. It’s not just about winning that war or setting up this mine; you’ve got to develop infrastructure, set policy, and manage internal dynamics over long periods of time.
This genre often involves the exploration of the map in order to better understand the resources at your command and the position of your enemies – and your friends. Lines blur when picking apart the edge cases, but by and large count on grand strategy games to make the management of your faction the primary part of the experience. They often over-lap with other genres within strategy gaming, especially 4X games, but a key difference can be in framing. Games like Civilization, for example, typically put the emphasis on managing military resources in particular, with other mechanics in a supporting role.
It can also be just as much a case as to what the accepted definitions are and how a game is marketed. In any case, this is definitely a genre worth exploring in more detail.